+229.6%
MRK vs MOD
+1,005.7%
-776.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +9.9% | -8.5% | +1.1% |
| 7D | +0.3% | -13.9% | +14.2% | +0.6% |
| 30D | +2.2% | -41.5% | +43.7% | +3.6% |
| 3M | +16.4% | -45.7% | +62.1% | +18.2% |
| 6M | +35.3% | -61.1% | +96.4% | +38.5% |
| YTD | +44.2% | -20.5% | +64.7% | +43.8% |
| 1Y | +77.5% | -32.1% | +109.6% | +77.5% |
| 3Y | +59.2% | +146.5% | -87.2% | +47.8% |
| 5Y | +109.6% | +812.7% | -703.2% | +80.1% |
| 10Y | +229.6% | +966.8% | -737.2% | +168.8% |
| All | +229.6% | +1,005.7% | -776.1% | +168.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MOD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling